BVT Call 220 BIIB 20.12.2024
/ DE000VD0FHC9
BVT Call 220 BIIB 20.12.2024/ DE000VD0FHC9 /
| 2024-08-08 8:48:54 AM |
Chg.-0.04 |
Bid12:36:24 PM |
Ask12:36:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-3.33% |
1.17
Bid Size: 18,000 |
1.23
Ask Size: 18,000 |
Biogen Inc |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD0FHC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
-1.85 |
| Time value: |
1.18 |
| Break-even: |
213.13 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.41 |
| Theta: |
-0.07 |
| Omega: |
6.43 |
| Rho: |
0.24 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.91% |
| 1 Month |
|
|
-52.07% |
| 3 Months |
|
|
-52.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.18 |
| 1M High / 1M Low: |
3.10 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
